+95.0%
LNG vs AS
+123.4%
-28.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +11.3% | -4.9% | +16.2% | +11.4% |
| 30D | +10.6% | +3.9% | +6.8% | +10.5% |
| 3M | +16.1% | -9.6% | +25.7% | +16.3% |
| 6M | +29.6% | -8.7% | +38.2% | +29.4% |
| YTD | +60.3% | -19.8% | +80.2% | +61.2% |
| 1Y | +46.1% | -1.5% | +47.7% | +43.9% |
| All | +95.0% | +123.4% | -28.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling